Composer · investment strategy
by Composer Technologies · via Composer
Rotates daily among SPY (S&P 500), UVXY (fear/vol), SOXL (3× semis), PSQ (inverse Nasdaq‑100), XLE (energy), and BND (bonds). Uses a long‑term trend filter plus short‑term “hot/cold” signals to switch between offense, defense, and quick hedges.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
2 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
4 of 8 funds in its are : PSQ, SOXL, TQQQ, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
First, check trend: if SPY is above its 200‑day average, hold SPY—unless short‑term “heat” (RSI, a 0–100 hot/cold gauge) is extreme, then move to UVXY (fear/volatility). If SPY is below its 200‑day: buy SOXL (3× semis) if tech looks washed out (low RSI). Else, if QQQ just popped, use PSQ (inverse QQQ); otherwise buy XLE (energy). If QQQ is weak, pick BND or PSQ by stronger 10‑day RSI. Rebalanced daily.
Rotates daily among SPY (S&P 500), UVXY (fear/vol), SOXL (3× semis), PSQ (inverse Nasdaq‑100), XLE (energy), and BND (bonds). Uses a long‑term trend filter plus short‑term “hot/cold” signals to switch between offense, defense, and quick hedges.
Out-of-sample annualized return ~27.25% vs SPY ~23.42%; Calmar ~0.97 over ~1,308 days. A rules-based rotation across stocks, sectors, bonds and hedges seeks higher upside with built-in risk controls vs buy-and-hold SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $84.0M | 2026-10-11 | |
| Backtest regulatory fees | $134k | 2026-10-11 | |
| Backtest slippage cost | $1.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, sector rotation, tactical rotation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 29 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "PSQ", "QQQ", "SOXL", "SPY", "TQQQ", "UVXY", "XLE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.51 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 898 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 82.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 840k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 136.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 0.61% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.96 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.97% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.97% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.53% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
